Uses of Interface
net.finmath.montecarlo.conditionalexpectation.MonteCarloConditionalExpectationRegression.RegressionBasisFunctions
Package
Description
Algorithms to perform the calculation of conditional expectations in Monte-Carlo simulations,
also known as "American Monte-Carlo".
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Uses of MonteCarloConditionalExpectationRegression.RegressionBasisFunctions in net.finmath.montecarlo.conditionalexpectation
Modifier and TypeClassDescriptionstatic class
Wrapper to an array of RandomVariable[] implementing RegressionBasisFunctionsModifier and TypeMethodDescriptionMonteCarloConditionalExpectationRegression.getBasisFunctionsEstimator()
MonteCarloConditionalExpectationRegression.getBasisFunctionsPredictor()